DERIVATIVE INSTRUMENTS - CASH FLOW HEDGES (Details) $ in Millions	3 Months Ended
Mar. 31, 2020 USD ($) number_of_interest_rate_swaps	Mar. 31, 2019 USD ($)
Derivative instruments
Interest expense	$ 129.4	$ 124.4
WEC Energy Group \| WEC Energy Group's Junior Subordinated Notes due in 2067
Derivative instruments
Long-term debt outstanding	$ 500.0
WEC Energy Group \| Interest rate swaps
Derivative instruments
Number of interest rate swaps \| number_of_interest_rate_swaps	2
Interest rate swap notional value	$ 250.0
Interest rate swap fixed interest rate	4.9765%
Derivative losses recognized in other comprehensive loss	$ (4.7)	(1.6)
Net derivative gains (losses) reclassified from accumulated other comprehensive loss to interest expense	(0.1)	$ 0.4
Amount to be reclassified from accumulated other comprehensive loss to interest expense	$ 3.5

Fixed interest rate related to the interest rate derivative.

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Nominal or face amount used to calculate payment on derivative.

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Amount of the cost of borrowed funds accounted for as interest expense.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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Carrying value as of the balance sheet date of uncollateralized debt obligation (with maturities initially due after one year or beyond the operating cycle if longer), excluding current portion.

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The number of interest rate swaps currently utilized by the company to hedge variable interest rate risk.

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